Operator self-similar processes on Banach spaces

Mihaela T. Matache, Valentin Matache

Research output: Contribution to journalArticlepeer-review

4 Scopus citations


Operator self-similar (OSS) stochastic processes on arbitrary Banach spaces are considered. If the family of expectations of such a process is a spanning subset of the space, it is proved that the scaling family of operators of the process under consideration is a uniquely determined multiplicative group of operators. If the expectation-function of the process is continuous, it is proved that the expectations of the process have power-growth with exponent greater than or equal to 0, that is, their norm is less than a nonnegative constant times such apower-function, provided that the linear space spanned by the expectations has category 2 (in the sense of Baire) in its closure. It is shown that OSS processes whose expectation-function is differentiable on an interval (s0, ∞), for some s0 ≥ 1, have a unique scaling family of operators of the form {sH: s > 0}, if the expectations of the process span a dense linear subspace of category 2. The existence of a scaling family of the form {sH: s > 0} is proved for proper Hilbert space OSS processes with an Abelian scaling family of positive operators.

Original languageEnglish (US)
Article number82838
JournalJournal of Applied Mathematics and Stochastic Analysis
StatePublished - 2006
Externally publishedYes

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Applied Mathematics


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